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We propose graph-dependent implicit regularisation strategies for distributed stochastic subgradient descent (Distributed SGD) for convex problems in multi-agent learning. Under the standard assumptions of convexity, Lipschitz continuity,…

Machine Learning · Computer Science 2018-09-20 Dominic Richards , Patrick Rebeschini

This note studies the distributed non-convex optimization problem with non-smooth regularization, which has wide applications in decentralized learning, estimation and control. The objective function is the sum of different local objective…

Optimization and Control · Mathematics 2021-03-04 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen

Stochastic Gradient Descent (SGD) is the key learning algorithm for many machine learning tasks. Because of its computational costs, there is a growing interest in accelerating SGD on HPC resources like GPU clusters. However, the…

Machine Learning · Computer Science 2021-01-20 Peng Jiang , Gagan Agrawal

Byzantine-robust distributed optimization relies on robust aggregation rules to mitigate the influence of malicious Byzantine workers. Despite the proliferation of such rules, a unified convergence analysis framework that accommodates…

Optimization and Control · Mathematics 2026-04-14 Boyuan Ruan , Xiaoyu Wang , Ya-Feng Liu

We consider a standard distributed optimization problem in which networked nodes collaboratively minimize the sum of their locally known convex costs. For this setting, we address for the first time the fundamental problem of design and…

Optimization and Control · Mathematics 2025-06-02 Manojlo Vukovic , Dusan Jakovetic , Dragana Bajovic , Soummya Kar

Although distributed machine learning has opened up many new and exciting research frontiers, fragmentation of models and data across different machines, nodes, and sites still results in considerable communication overhead, impeding…

Machine Learning · Computer Science 2022-02-04 Bradley T. Baker , Aashis Khanal , Vince D. Calhoun , Barak Pearlmutter , Sergey M. Plis

Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…

Optimization and Control · Mathematics 2025-03-11 Azar Louzi

Distributed machine learning has recently become a critical paradigm for training large models on vast datasets. We examine the stochastic optimization problem for deep learning within synchronous parallel computing environments under…

Machine Learning · Computer Science 2024-11-07 Yoni Choukroun , Shlomi Azoulay , Pavel Kisilev

In this paper, we consider nonconvex minimax optimization, which is gaining prominence in many modern machine learning applications such as GANs. Large-scale edge-based collection of training data in these applications calls for…

Optimization and Control · Mathematics 2022-03-10 Pranay Sharma , Rohan Panda , Gauri Joshi , Pramod K. Varshney

Stochastic gradient descent (SGD) is a popular and efficient method with wide applications in training deep neural nets and other nonconvex models. While the behavior of SGD is well understood in the convex learning setting, the existing…

Machine Learning · Computer Science 2019-12-16 Yunwen Lei , Ting Hu , Guiying Li , Ke Tang

The training of modern deep learning neural network calls for large amounts of computation, which is often provided by GPUs or other specific accelerators. To scale out to achieve faster training speed, two update algorithms are mainly…

Machine Learning · Computer Science 2020-05-15 Yemao Xu , Dezun Dong , Weixia Xu , Xiangke Liao

We study to what extent may stochastic gradient descent (SGD) be understood as a "conventional" learning rule that achieves generalization performance by obtaining a good fit to training data. We consider the fundamental stochastic convex…

Machine Learning · Computer Science 2023-01-13 Tomer Koren , Roi Livni , Yishay Mansour , Uri Sherman

This paper focuses on the distributed optimization of stochastic saddle point problems. The first part of the paper is devoted to lower bounds for the centralized and decentralized distributed methods for smooth (strongly) convex-(strongly)…

Machine Learning · Computer Science 2025-04-28 Aleksandr Beznosikov , Valentin Samokhin , Alexander Gasnikov

In this thesis, we propose new theoretical frameworks for the analysis of stochastic and distributed methods with error compensation and local updates. Using these frameworks, we develop more than 20 new optimization methods, including the…

Optimization and Control · Mathematics 2021-12-21 Eduard Gorbunov

Decentralized learning algorithms empower interconnected devices to share data and computational resources to collaboratively train a machine learning model without the aid of a central coordinator. In the case of heterogeneous data…

Machine Learning · Computer Science 2023-01-16 Matteo Zecchin , Marios Kountouris , David Gesbert

We consider the problem of distributed statistical machine learning in adversarial settings, where some unknown and time-varying subset of working machines may be compromised and behave arbitrarily to prevent an accurate model from being…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-10-24 Yudong Chen , Lili Su , Jiaming Xu

While machine learning is going through an era of celebrated success, concerns have been raised about the vulnerability of its backbone: stochastic gradient descent (SGD). Recent approaches have been proposed to ensure the robustness of…

Machine Learning · Statistics 2018-07-19 El Mahdi El Mhamdi , Rachid Guerraoui , Sébastien Rouault

Recent years have witnessed a growing interest in the topic of min-max optimization, owing to its relevance in the context of generative adversarial networks (GANs), robust control and optimization, and reinforcement learning. Motivated by…

Machine Learning · Computer Science 2022-04-08 Arman Adibi , Aritra Mitra , George J. Pappas , Hamed Hassani

This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…

Optimization and Control · Mathematics 2025-11-26 Chenyang Qiu , Zongli Lin

Motivated by machine learning applications in networks of sensors, internet-of-things (IoT) devices, and autonomous agents, we propose techniques for distributed stochastic convex learning from high-rate data streams. The setup involves a…

Machine Learning · Statistics 2019-06-11 Matthew Nokleby , Waheed U. Bajwa